+46.3%
LYB vs CNH
+158.6%
-112.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | +0.3% | -5.7% | +6.0% | +3.1% |
| 30D | +2.5% | +26.6% | -24.1% | -10.3% |
| 3M | +1.4% | +31.1% | -29.7% | -14.4% |
| 6M | -3.5% | +24.9% | -28.4% | -19.1% |
| YTD | +52.0% | +48.7% | +3.3% | +14.7% |
| 1Y | +22.1% | +22.2% | -0.1% | +2.7% |
| 3Y | -22.8% | +7.4% | -30.2% | -32.4% |
| 5Y | -3.4% | +10.8% | -14.2% | -21.6% |
| All | +46.3% | +158.6% | -112.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling